Pages that link to "Item:Q1370224"
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The following pages link to Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224):
Displayed 38 items.
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients (Q717887) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
- On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison (Q957529) (← links)
- A stochastic approach to a multivalued Dirichlet-Neumann problem (Q980999) (← links)
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs (Q1266271) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Backward stochastic differential equations with continuous coefficient (Q1380556) (← links)
- Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (Q1565878) (← links)
- On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627) (← links)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities (Q1805783) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
- Variational approach for the adapted solution of the general backward stochastic differential equations under the Bihari condition (Q1950783) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
- Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs (Q4238364) (← links)
- Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- Backward stochastic variational inequalities (Q4719381) (← links)
- Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
- Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)